-46.4%
DOCN vs VXX
-36.7%
-9.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.2% | +15.8% | +6.3% |
| 7D | +3.7% | +4.0% | -0.3% | +10.2% |
| 30D | -33.7% | +6.4% | -40.0% | -27.0% |
| 3M | -27.9% | -11.5% | -16.4% | -26.3% |
| 6M | -46.4% | -37.7% | -8.8% | -48.2% |
| All | -46.4% | -36.7% | -9.7% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling